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Solving Variational Inequalities Defined on A Domain with Infinitely Many Linear Constraints

Author

Listed:
  • Fang, S-C.
  • Wu, S.
  • Birbil, S.I.

Abstract

We study a variational inequality problem whose domain is defined by infinitely many linear inequalities. A discretization method and an analytic center based inexact cutting plane method are proposed. Under proper assumptions, the convergence results for both methods are given. We also provide numerical examples for the proposed methods.

Suggested Citation

  • Fang, S-C. & Wu, S. & Birbil, S.I., 2002. "Solving Variational Inequalities Defined on A Domain with Infinitely Many Linear Constraints," ERIM Report Series Research in Management ERS-2002-70-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    • Handle: RePEc:ems:eureri:219
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    File URL: https://repub.eur.nl/pub/219/ERS-2002-70-LIS.pdf
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    References listed on IDEAS

    as
    1. S. Y. Wu & S. C. Fang & C. J. Lin, 1998. "Relaxed Cutting Plane Method for Solving Linear Semi-Infinite Programming Problems," Journal of Optimization Theory and Applications, Springer, vol. 99(3), pages 759-779, December.
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    More about this item

    Keywords

    analytic center; cutting plane method; discretization method; inexact approach; variational inequality problem;
    All these keywords.

    JEL classification:

    • C69 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Other
    • M - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics
    • M11 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Administration - - - Production Management
    • R4 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Transportation Economics

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